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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Report / Econometric Institute, Erasmus University Rotterdam
18
Report / Erasmus Center for Financial Research, Erasmus University
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Discussion paper / Tinbergen Institute
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Risk : managing risk in the world's financial markets
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Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Modern LIBOR market models : using different curves for projecting rates and for discounting
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 113-137
Persistent link: https://www.econbiz.de/10008860420
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2
Closed-form approximation of perpetual timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391503
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Lognormal-mixture dynamics and calibration to market volatility smiles
Brigo, Damiano
;
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001682228
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